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Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
International Journal of Forecasting, 2009Olivier Scaillet
exaly
An Evaluation of ARFIMA (Autoregressive Fractional Integral Moving Average) Programs
Axioms, 2017Yangquan Chen
exaly
Empirical study of ARFIMA model based on fractional differencing
Physica A: Statistical Mechanics and Its Applications, 2007exaly